CME British Pound Future March 2014
Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.5935 |
1.5892 |
-0.0043 |
-0.3% |
1.5682 |
High |
1.5935 |
1.5892 |
-0.0043 |
-0.3% |
1.5859 |
Low |
1.5877 |
1.5890 |
0.0013 |
0.1% |
1.5682 |
Close |
1.5877 |
1.5890 |
0.0013 |
0.1% |
1.5859 |
Range |
0.0058 |
0.0002 |
-0.0056 |
-96.6% |
0.0177 |
ATR |
0.0054 |
0.0051 |
-0.0003 |
-5.1% |
0.0000 |
Volume |
1 |
40 |
39 |
3,900.0% |
71 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5897 |
1.5895 |
1.5891 |
|
R3 |
1.5895 |
1.5893 |
1.5891 |
|
R2 |
1.5893 |
1.5893 |
1.5890 |
|
R1 |
1.5891 |
1.5891 |
1.5890 |
1.5891 |
PP |
1.5891 |
1.5891 |
1.5891 |
1.5891 |
S1 |
1.5889 |
1.5889 |
1.5890 |
1.5889 |
S2 |
1.5889 |
1.5889 |
1.5890 |
|
S3 |
1.5887 |
1.5887 |
1.5889 |
|
S4 |
1.5885 |
1.5885 |
1.5889 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6331 |
1.6272 |
1.5956 |
|
R3 |
1.6154 |
1.6095 |
1.5908 |
|
R2 |
1.5977 |
1.5977 |
1.5891 |
|
R1 |
1.5918 |
1.5918 |
1.5875 |
1.5948 |
PP |
1.5800 |
1.5800 |
1.5800 |
1.5815 |
S1 |
1.5741 |
1.5741 |
1.5843 |
1.5771 |
S2 |
1.5623 |
1.5623 |
1.5827 |
|
S3 |
1.5446 |
1.5564 |
1.5810 |
|
S4 |
1.5269 |
1.5387 |
1.5762 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5935 |
1.5758 |
0.0177 |
1.1% |
0.0022 |
0.1% |
75% |
False |
False |
13 |
10 |
1.5935 |
1.5571 |
0.0364 |
2.3% |
0.0011 |
0.1% |
88% |
False |
False |
16 |
20 |
1.5935 |
1.5450 |
0.0485 |
3.1% |
0.0009 |
0.1% |
91% |
False |
False |
37 |
40 |
1.5935 |
1.5101 |
0.0834 |
5.2% |
0.0016 |
0.1% |
95% |
False |
False |
27 |
60 |
1.5935 |
1.4850 |
0.1085 |
6.8% |
0.0018 |
0.1% |
96% |
False |
False |
20 |
80 |
1.5935 |
1.4850 |
0.1085 |
6.8% |
0.0013 |
0.1% |
96% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5901 |
2.618 |
1.5897 |
1.618 |
1.5895 |
1.000 |
1.5894 |
0.618 |
1.5893 |
HIGH |
1.5892 |
0.618 |
1.5891 |
0.500 |
1.5891 |
0.382 |
1.5891 |
LOW |
1.5890 |
0.618 |
1.5889 |
1.000 |
1.5888 |
1.618 |
1.5887 |
2.618 |
1.5885 |
4.250 |
1.5882 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5891 |
1.5897 |
PP |
1.5891 |
1.5895 |
S1 |
1.5890 |
1.5892 |
|